2019-12-23 |
MARKET DATA |
No 246 (3776) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
30,00 |
32,62 |
3 |
2 235,00 |
2 324,85 |
16 |
2 265,00 |
2 357,47 |
19 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0420 |
PL0000108510 |
100,12 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,39 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,46 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,04 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,64 |
107,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,53 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,00 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,98 |
111,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,53 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,50 |
108,50 |
108,500 |
108,500 |
108,500 |
108,500 |
108,500 |
10 000 |
10,92 |
1 |
PS0424 |
PL0000111191 |
102,97 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,06 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,09 |
107,21 |
107,090 |
107,090 |
107,090 |
107,090 |
107,090 |
20 000 |
21,70 |
2 |
DS0726 |
PL0000108866 |
103,13 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,13 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,10 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,55 |
132,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,88 |
106,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
136,50 |
156,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,40 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,09 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,26 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,76 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,78 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,86 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,55 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
30 000 |
32,62 |
3 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,11 |
100,31 |
1,14 |
0,52 |
100,21 |
0,83 |
OK0720 |
PL0000110375 |
99,38 |
99,57 |
1,10 |
0,76 |
99,48 |
0,92 |
DS1020 |
PL0000106126 |
103,44 |
103,61 |
1,01 |
0,81 |
103,53 |
0,90 |
WZ0121 |
PL0000106068 |
100,41 |
100,54 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,92 |
1,40 |
1,29 |
100,85 |
1,34 |
OK0521 |
PL0000111274 |
98,03 |
98,20 |
1,43 |
1,30 |
98,12 |
1,36 |
PS0721 |
PL0000109153 |
100,43 |
100,59 |
1,47 |
1,36 |
100,51 |
1,42 |
DS1021 |
PL0000106670 |
107,63 |
107,80 |
1,46 |
1,38 |
107,72 |
1,42 |
PS0422 |
PL0000109492 |
101,51 |
101,67 |
1,58 |
1,51 |
101,59 |
1,54 |
OK0722 |
PL0000112165 |
95,98 |
96,21 |
1,61 |
1,51 |
96,10 |
1,56 |
WS0922 |
PL0000102646 |
110,94 |
111,17 |
1,62 |
1,54 |
111,06 |
1,58 |
WZ1122 |
PL0000109377 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
102,48 |
102,75 |
1,66 |
1,57 |
102,62 |
1,62 |
IZ0823 |
PL0000105359 |
114,22 |
114,79 |
--- |
--- |
114,51 |
--- |
DS1023 |
PL0000107264 |
108,41 |
108,69 |
1,70 |
1,63 |
108,55 |
1,67 |
WZ0124 |
PL0000107454 |
99,80 |
100,10 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
102,93 |
103,21 |
1,79 |
1,72 |
103,07 |
1,75 |
WZ0524 |
PL0000110615 |
99,59 |
99,85 |
--- |
--- |
99,72 |
--- |
PS1024 |
PL0000111720 |
102,00 |
102,27 |
1,81 |
1,75 |
102,14 |
1,78 |
WZ0525 |
PL0000111738 |
98,99 |
99,30 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
107,04 |
107,30 |
1,90 |
1,86 |
107,17 |
1,88 |
WZ0126 |
PL0000108817 |
98,68 |
99,00 |
--- |
--- |
98,84 |
--- |
DS0726 |
PL0000108866 |
103,10 |
103,51 |
1,99 |
1,92 |
103,31 |
1,96 |
DS0727 |
PL0000109427 |
103,09 |
103,51 |
2,05 |
1,99 |
103,30 |
2,02 |
WS0428 |
PL0000107611 |
105,06 |
105,48 |
2,08 |
2,03 |
105,27 |
2,05 |
WZ0528 |
PL0000110383 |
97,70 |
98,11 |
--- |
--- |
97,91 |
--- |
WS0429 |
PL0000105391 |
132,52 |
133,09 |
1,91 |
1,85 |
132,81 |
1,88 |
DS1029 |
PL0000111498 |
105,83 |
106,24 |
2,09 |
2,04 |
106,04 |
2,06 |
WZ1129 |
PL0000111928 |
97,46 |
97,96 |
--- |
--- |
97,71 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,12 |
100,32 |
1,11 |
0,49 |
100,22 |
0,80 |
OK0720 |
PL0000110375 |
99,38 |
99,48 |
1,10 |
0,92 |
99,43 |
1,01 |
DS1020 |
PL0000106126 |
103,44 |
103,60 |
1,01 |
0,82 |
103,52 |
0,91 |
WZ0121 |
PL0000106068 |
100,39 |
100,49 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,92 |
1,41 |
1,29 |
100,84 |
1,35 |
OK0521 |
PL0000111274 |
98,03 |
98,21 |
1,43 |
1,30 |
98,12 |
1,36 |
PS0721 |
PL0000109153 |
100,42 |
100,52 |
1,47 |
1,41 |
100,47 |
1,44 |
DS1021 |
PL0000106670 |
107,61 |
107,74 |
1,48 |
1,41 |
107,68 |
1,44 |
PS0422 |
PL0000109492 |
101,51 |
101,69 |
1,58 |
1,50 |
101,60 |
1,54 |
OK0722 |
PL0000112165 |
95,96 |
96,19 |
1,62 |
1,52 |
96,08 |
1,57 |
WS0922 |
PL0000102646 |
110,94 |
111,16 |
1,62 |
1,54 |
111,05 |
1,58 |
WZ1122 |
PL0000109377 |
100,13 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
102,45 |
102,57 |
1,67 |
1,63 |
102,51 |
1,65 |
IZ0823 |
PL0000105359 |
114,28 |
114,81 |
--- |
--- |
114,55 |
--- |
DS1023 |
PL0000107264 |
108,43 |
108,56 |
1,70 |
1,67 |
108,50 |
1,68 |
WZ0124 |
PL0000107454 |
99,81 |
100,19 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
102,93 |
103,06 |
1,79 |
1,76 |
103,00 |
1,77 |
WZ0524 |
PL0000110615 |
99,65 |
99,85 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,00 |
102,23 |
1,81 |
1,76 |
102,12 |
1,78 |
WZ0525 |
PL0000111738 |
99,05 |
99,29 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
106,96 |
107,24 |
1,92 |
1,87 |
107,10 |
1,89 |
WZ0126 |
PL0000108817 |
98,69 |
99,11 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,07 |
103,48 |
1,99 |
1,93 |
103,28 |
1,96 |
DS0727 |
PL0000109427 |
103,03 |
103,44 |
2,06 |
2,00 |
103,24 |
2,03 |
WS0428 |
PL0000107611 |
105,00 |
105,40 |
2,09 |
2,04 |
105,20 |
2,06 |
WZ0528 |
PL0000110383 |
97,68 |
98,06 |
--- |
--- |
97,87 |
--- |
WS0429 |
PL0000105391 |
132,42 |
132,99 |
1,92 |
1,86 |
132,71 |
1,89 |
DS1029 |
PL0000111498 |
105,74 |
106,11 |
2,09 |
2,05 |
105,93 |
2,07 |
WZ1129 |
PL0000111928 |
97,42 |
97,90 |
--- |
--- |
97,66 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
4/7 |
3 |
0,750 |
0,750 |
0,750 |
20 |
WS0428 |
PL0000107611 |
4/7 |
3 |
0,750 |
0,750 |
0,750 |
20 |
PS0420 |
PL0000108510 |
4/7 |
3 |
0,750 |
0,750 |
0,750 |
25 |
DS0726 |
PL0000108866 |
4/7 |
3 |
0,750 |
0,750 |
0,750 |
35 |
WZ0120 |
PL0000108601 |
4/7 |
3 |
0,750 |
0,750 |
0,750 |
150 |
WZ0126 |
PL0000108817 |
4/7 |
3 |
0,650 |
0,650 |
0,650 |
5 |
WZ0524 |
PL0000110615 |
4/7 |
3 |
0,750 |
0,750 |
0,750 |
35 |
WZ0525 |
PL0000111738 |
4/7 |
3 |
0,750 |
0,750 |
0,750 |
25 |
DS1020 |
PL0000106126 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
400 |
DS1021 |
PL0000106670 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
400 |
WS0428 |
PL0000107611 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
20 |
DS0725 |
PL0000108197 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
200 |
PS0421 |
PL0000108916 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
400 |
PS0721 |
PL0000109153 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
400 |
WZ0121 |
PL0000106068 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
25 |
WZ1122 |
PL0000109377 |
0/4 |
4 |
0,750 |
0,750 |
0,750 |
75 |
TOTAL |
2 235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.